+50.1%
PYPL vs PPL
+65.2%
-15.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.5% |
| 7D | +2.2% | -1.2% | +3.4% | +2.6% |
| 30D | +8.1% | +4.2% | +3.9% | +6.4% |
| 3M | +1.9% | +1.5% | +0.4% | +1.3% |
| 6M | +33.1% | +1.0% | +32.1% | +32.2% |
| YTD | +3.8% | +4.4% | -0.6% | +1.6% |
| 1Y | -8.3% | +0.8% | -9.1% | -9.0% |
| 3Y | +11.9% | +56.5% | -44.6% | -7.7% |
| 5Y | -70.4% | +47.7% | -118.1% | -75.1% |
| All | +50.1% | +65.2% | -15.1% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling